DanielVarga comments on Best of Rationality Quotes, 2012 Edition - Less Wrong

31 Post author: DanielVarga 26 January 2013 03:03AM

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Comment author: DanielVarga 25 January 2013 09:06:02PM 0 points [-]

I am afraid I don't understand your methodology. How is a rank versus value function supposed to look like for an exponentially distributed sample?

Comment author: gwern 25 January 2013 09:08:38PM 0 points [-]

How else would you do it?

Comment author: DanielVarga 25 January 2013 10:29:57PM *  0 points [-]

When I stated that the middle is roughly exponential, this was the graph that I was looking at:

d <- density(karma)

plot(log(d$y) ~ d$x)

I don't do this for a living, so I am not sure at all, but if I really really had to make this formal, I would probably use maximum likelihood to fit an exponential distribution on the relevant interval, and then Kolmogorov-Smirnoff. It's what shminux said, except there is probably no closed formula because the cutoffs complicate the thing. And at least one of the cutoffs is really necessary, because below 3 it is obviously not exponential.

Comment author: shminux 25 January 2013 09:19:21PM 0 points [-]

I expected something like this or the section thereafter.